-7.4%
LVS vs AEIS
+160.8%
-168.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.0% |
| 7D | -4.3% | -0.2% | -4.1% | -4.3% |
| 30D | -6.8% | -16.4% | +9.6% | -4.3% |
| 3M | -15.6% | -11.1% | -4.5% | -16.1% |
| 6M | -20.6% | -12.0% | -8.6% | -22.1% |
| YTD | -33.4% | +30.9% | -64.3% | -42.0% |
| 1Y | -20.1% | +74.3% | -94.5% | -36.8% |
| All | -7.4% | +160.8% | -168.2% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling